学术报告

Stochastic Symplectic Methods and Numerical Ergodicity of Stochastic Nonlinear Schrödinger Equation

阅读次数:967

题目:Stochastic Symplectic Methods and Numerical Ergodicity of Stochastic Nonlinear Schrödinger Equation
报告人:洪佳林 研究员(中国科学院 数学与系统科学研究院)
地点:致远楼101室
时间:2019年9月17日 16:00-17:00
摘要:In this talk we present a review on stochastic symplecticity (multi-symplecticity) and ergodicity of numerical methods for stochastic nonlinear Schrödinger (NLS) equation. The equation considered is charge conservative and has the multi-symplectic conservation law. Based a stochastic version of variational principle, we show that the phase flow of the equation, considered as an evolution equation, preserves the symplectic structure of the phase space. We give some symplectic integrators and multi-symplectic methods for the equation. By constructing control system and invariant control set, it is proved that the symplectic integrator, based on the central difference scheme, possesses a unique invariant measure on the unit sphere. Furthermore, by using the midpoint scheme, we obtain a full discretization which possesses the discrete charge conservation law and the discrete multi-symplectic conservation law. Utilizing the Poisson equation corresponding to the finite dimensional approximation, the convergence error between the temporal average of the full discretization and the ergodic limit of the symplectic method is derived (In collaboration with Dr. Chuchu Chen, Dr. Xu Wang and Dr. Liying Zhang).

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